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7/26/24 8:27 AM

Rate Indications

To take down an advance, login to eBanking or contact the Member Transaction Desk :

855-345-2244, Option 1

Today's Headlines

Market Rates

Advance Discount Specials (until September 30, 2024): 5 bps discount on qualifying fixed rate fixed term advances, callable fixed rate, and amortizers. Visit our Solutions page on fhlbc.com for Terms and Conditions.

Early bird discounts, all before 10:00 a.m.: (1) Available on A120 (<= 27 days) advances, additional volume discounts may be available; (2) 1-month (no minimum at 5.46%) and 3-month (no minimum at 5.42%) A121 advances. To execute, please call the Member Transaction Desk before 10:00 a.m.

Term

Treasury

Swaps

Fixed Rate Advances

2 years

4.39%

4.23%

4.48%

5 years

4.08%

3.79%

4.22%

7 years

4.13%

3.75%

4.42%

10 years

4.20%

3.76%

4.61%

FHLBC Deposit Rates^

DID (yesterday)

5.180%

^Call for term deposit rates.

Fixed Rate Advances

Fixed Rate Callable Advances (Member-Owned Embedded Option)

Term

Community Advances

Regular Advances

All-in After Dividend*

Forward-Starting

Term

Lockout

Bermudan

All-in After Dividend*

Option Cost

1 week

5.46%

5.30%

Advances settle one year forward from today and then have stated term to maturity

2 years

6 months

5.54%

5.38%

1.05%

2 weeks

5.46%

5.30%

2 years

1 year

5.15%

4.99%

0.67%

3 weeks

5.47%

5.31%

3 years

6 months

5.64%

5.49%

1.34%

1 month

5.38%

5.48%

5.32%

3 years

1 year

5.31%

5.15%

1.00%

3 months

5.34%

5.44%

5.28%

5 years

6 months

5.81%

5.65%

1.59%

6 months

5.17%

5.27%

5.11%

5 years

1 year

5.42%

5.26%

1.20%

9 months

5.01%

5.11%

4.95%

5 years

2 year

4.97%

4.81%

0.75%

1 year

4.78%

4.88%

4.72%

4.12%

7 years

1 year

5.78%

5.62%

1.36%

1.5 years

4.57%

4.67%

4.51%

4.06%

7 years

2 years

5.23%

5.07%

0.81%

2 years

4.38%

4.48%

4.32%

4.05%

10 years

2 years

5.48%

5.32%

0.87%

2.5 years

4.26%

4.37%

4.21%

4.07%

10 years

3 years

5.16%

5.00%

0.55%

3 years

4.20%

4.31%

4.15%

4.08%

10 years

5 years

4.91%

4.75%

0.30%

3.5 years

4.16%

4.27%

4.11%

4.08%

15 years

5 years

5.18%

5.02%

0.35%

4 years

4.15%

4.26%

4.10%

4.08%

Fixed Rate Putable Advances (Bank-Owned Embedded Option)

4.5 years

4.13%

4.23%

4.07%

4.17%

Term

Lockout

European

All-in After Dividend*

Option Value

5 years

4.12%

4.22%

4.06%

4.25%

3 years

6 months

3.99%

3.83%

-1.28%

6 years

4.24%

4.34%

4.18%

4.36%

5 years

6 months

3.72%

3.56%

-1.55%

7 years

4.32%

4.42%

4.26%

4.46%

7 years

6 months

3.64%

3.49%

-1.62%

10 years

4.51%

4.61%

4.45%

4.64%

10 years

6 months

3.60%

3.44%

-1.67%

15 years

Call for availability

4.83%

4.67%

3 years

1 year

4.01%

3.85%

-0.87%

20 years

5.09%

4.93%

5 years

1 year

3.73%

3.57%

-1.15%

30 years

5.17%

5.01%

7 years

1 year

3.64%

3.48%

-1.24%

10 years

1 year

3.60%

3.44%

-1.28%

5 years

2 years

3.80%

3.64%

-0.68%

Fixed Rate Amortizing Advances

7 years

2 years

3.67%

3.51%

-0.81%

Amortization Term

10 years

2 years

3.57%

3.41%

-0.92%

Term

5 years

7 years

10 years

15 years

7 years

3 years

3.74%

3.58%

-0.56%

5 years

4.44%

4.38%

4.35%

4.33%

10 years

5 years

3.97%

3.81%

-0.25%

7 years

n/a

4.44%

4.47%

4.49%

Term

Lockout

Bermudan

All-in After Dividend*

Option Value

10 years

n/a

4.55%

4.63%

5 years

6 months

3.45%

3.29%

-1.82%

Term

15 years

20 years

25 years

30 years

7 years

6 months

3.23%

3.07%

-2.04%

15 years

4.72%

4.82%

4.85%

4.88%

10 years

3 months

2.98%

2.82%

-2.46%

20 years

n/a

4.91%

5.03%

5.08%

7 years

1.24%

0.02%

1.26%

0.32%

30 years

n/a

5.13%

10 years

1.55%

0.02%

1.58%

0.32%

Floating Rate Advances

Discount Note Floater Advances

SOFR Index Floater Advances

Non-Prepayable

Prepayable (on reset dates)^

Index / Rate Indic.

Term

Prior Index

Spread

Prior Day Rate

Term**

Spread to 4WK

Spread to 13WK

Spread to 4WK

Spread to 13WK

SOFR

3 Months

5.35%

0.15%

5.49%

3 months

0.23%

n/a

0.26%

n/a

SOFR

6 Months

5.35%

0.16%

5.50%

6 months

0.29%

0.23%

0.36%

0.30%

SOFR

9 Months

5.35%

0.17%

5.51%

1 year

0.32%

0.28%

0.38%

0.33%

SOFR

1 Year

5.35%

0.20%

5.54%

2 years

0.41%

0.38%

0.43%

0.40%

SOFR

18 Months

5.35%

0.25%

5.59%

3 years

0.48%

0.44%

0.50%

0.46%

SOFR

2 Years

5.35%

0.27%

5.61%

4 years

0.51%

0.48%

0.53%

0.50%

SOFR

3 Years

5.35%

0.39%

5.74%

5 years

0.53%

0.49%

0.55%

0.51%

SOFR

4 Years

5.35%

0.46%

5.81%

Prior Index

4 week

5.308%

13 week

5.235%

SOFR

5 Years

5.35%

0.49%

5.83%

^Prepayable at par with 1 day notice. **Please call for terms between 5 years and 10 years, or for 26 week index.

SOFR

6 Years

5.35%

0.64%

5.98%

Overnight Discount Note Floater**

SOFR

7 Years

5.35%

0.73%

6.09%

Term^

Prior Index

Spread

Prior Day Rate

SOFR

8 Years

5.35%

0.82%

6.16%

<= 3 Months

5.286%

0.310%

5.596%

SOFR

9 Years

5.35%

0.88%

6.22%

^Prepayable same day before 3:00PM. **Please call for additional terms not listed above.

SOFR

10 Years

5.35%

0.91%

6.26%

Overnight Advances

Term

Minimum

Today

Prior Day

1 Day

No minimum

5.46%

Open Line (Daily Rate Set)#

No minimum

5.61%

#Rate set at and available until 3:00 pm; Late Day Advances may be available until 4:30 pm by calling 855-345-2244, Option 1.